You can use a serial connection to a PC that has an internet connection and use the PC as bridge. Almost all prog languanges on a PC support serial ports so ...

I know but I want to have separate boards in different rooms in my house, with ethernet connection to get/put data directly or through my linux server that is always on and can process data more intelligently when required. Don't want PCs everywhere...

I have a netduino and a fez panda and have developed in .net quite a bit outside the boards. I still use arduino for everything as I have yet to be able to accomplish the same level of implementation with the .net systems as I do with arduino. That said - port write speed is very slow without "going native", which was a show stopper for me. If you don't need fast port write speed and like .net - it may work for you.